credint: Calculate Bayesian credible intervals

Description

Calculate Bayesian credible intervals based on various types of information about the posterior distribution

Usage

tcredint(dist, parlist, ranges, level = 0.95, eps = 1e-05,verbose=FALSE)
ncredint(pvec,npost,level=0.95,tol=0.01,verbose=FALSE)

Value

A numeric vector giving the credible interval. If verbose=FALSE, gives just lower and upper bounds; if verbose=TRUE, also gives information on the probability cutoff and realized area of the credible interval

Arguments

dist: character string giving the name of a distribution for which "d", "q", and "p" function exist, e.g. "beta"
parlist: list of parameters to pass to distribution functions
ranges: lower, middle, and upper values to bracket lower and upper boundaries of the credible interval
level: confidence level
eps: if ranges is missing, set lower and upper brackets to the eps and 1-eps quantiles of the distribution
tol: tolerance on credible interval
verbose: if TRUE, return detailed information on the probability cutoff and realized area of the credible interval; if FALSE, just lower and upper bounds of the credible region
pvec: numeric vector of parameter values
npost: numeric vector of posterior density values corresponding to pvec

Author

Ben Bolker

Details

tcredint gives credible intervals for a theoretical posterior density with defined density, cumulative density, and quantile functions; ncredint gives credible intervals for a numerical posterior density.

Examples

Run this code

tcredint("beta",list(shape1=5,shape2=10),verbose=TRUE)
pvec = seq(0,1,length=100)
postvec = dbeta(pvec,shape1=5,shape2=10)
ncredint(pvec,postvec,verbose=TRUE)
set.seed(1001)

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